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Use conversion cost for Objective bridge #2309

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Merged
merged 3 commits into from
Oct 15, 2023
Merged

Use conversion cost for Objective bridge #2309

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747ca20
Use conversion cost for Objective bridge
blegat Oct 13, 2023
20a530b
Fix format
blegat Oct 13, 2023
b78e6e4
Update test/Bridges/lazy_bridge_optimizer.jl
odow Oct 13, 2023
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6 changes: 6 additions & 0 deletions src/Bridges/Objective/bridges/conversion.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,12 @@ function supports_objective_function(
return isfinite(MOI.Bridges.Constraint.conversion_cost(F, G))
end

function MOI.Bridges.bridging_cost(
::Type{FunctionConversionBridge{T,F,G}},
) where {T,F,G}
return MOI.Bridges.Constraint.conversion_cost(F, G)
end

function MOI.Bridges.added_constrained_variable_types(
::Type{<:FunctionConversionBridge},
)
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29 changes: 29 additions & 0 deletions test/Bridges/lazy_bridge_optimizer.jl
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Expand Up @@ -2136,6 +2136,35 @@ function test_ToScalarQuadraticBridge_variable_bounds()
return
end

MOI.Utilities.@model(
ModelQuadObj,
(),
(),
(MOI.Nonnegatives, MOI.Zeros),
(),
(),
(),
(MOI.VectorOfVariables,),
(MOI.VectorAffineFunction,),
)

function MOI.supports(
::ModelQuadObj{T},
::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}},
) where {T}
return false
end

function test_objective_conversion_cost(T = Float64)
model = ModelQuadObj{T}()
bridged = MOI.Bridges.full_bridge_optimizer(model, T)
x = MOI.add_variable(bridged)
MOI.set(bridged, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(bridged, MOI.ObjectiveFunction{typeof(x)}(), one(T) * x)
@test MOI.get(model, MOI.ObjectiveFunctionType()) == MOI.VariableIndex
return
end

end # module

TestBridgesLazyBridgeOptimizer.runtests()